+24.5%
D vs ALC
+31.8%
-7.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.9% |
| 7D | +3.0% | +4.9% | -1.9% | +1.5% |
| 30D | +11.5% | +19.0% | -7.5% | +5.8% |
| 3M | +3.7% | +7.8% | -4.0% | +1.2% |
| 6M | +13.5% | +14.6% | -1.0% | +8.6% |
| YTD | +20.7% | -4.4% | +25.2% | +21.1% |
| 1Y | +18.2% | +1.4% | +16.8% | +16.3% |
| 3Y | +73.3% | +2.5% | +70.8% | +65.4% |
| 5Y | +12.3% | -10.9% | +23.2% | +10.5% |
| All | +24.5% | +31.8% | -7.3% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling